APA (7th ed.) Citation

Lin, S., & He, X. (2023). Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching. Expert systems with applications, 217, 119592. https://doi.org/10.1016/j.eswa.2023.119592

Chicago Style (17th ed.) Citation

Lin, Sha, and Xin-Jiang He. "Analytically Pricing Variance and Volatility Swaps with Stochastic Volatility, Stochastic Equilibrium Level and Regime Switching." Expert Systems with Applications 217 (2023): 119592. https://doi.org/10.1016/j.eswa.2023.119592.

MLA (9th ed.) Citation

Lin, Sha, and Xin-Jiang He. "Analytically Pricing Variance and Volatility Swaps with Stochastic Volatility, Stochastic Equilibrium Level and Regime Switching." Expert Systems with Applications, vol. 217, 2023, p. 119592, https://doi.org/10.1016/j.eswa.2023.119592.